Equity Derivatives Valuations & Pricing Analyst

Millennium Management LLC; New York (NY); On-site; USD 100,000 - 200,000; Full time

Benefits offered by this job

Discretionary bonus

Comprehensive benefits package

Job summary

Millennium Management LLC in New York City seeks a Portfolio Pricing and Valuations Analyst to maintain and enhance internal systems for pricing and valuing equity derivative products. You will calibrate models, set up new products and monitor P&L, with focus on delta1 and volatility products.

Responsibilities include configuring valuations, ensuring accurate end-of-day marks and curves, and collaborating with portfolio managers and tech teams to resolve issues and drive enhancements.

Qualifications

• 2-5 years of professional experience in related roles.
• Strong communication and quick learning abilities.
• Knowledge of equity derivative products (options, vol swaps, TRS) is a plus.

Responsibilities

• Valuations – calibrate models and source market data for equity derivatives.
• Pricing – maintain and improve intra-day and end-of-day pricing procedures.
• P&L – monitor live and EOD pricing, attribution and risk for equity derivatives.
• Primary interface – coordinate with portfolio managers and tech teams to resolve issues.

Skills

Strong communication skills

Python

VBA

Equity derivative knowledge

Detail-oriented

Ability to prioritize under pressure

Experience coordinating with traders/P

Tools

Bloomberg

Reuters

Job description

Millennium Management LLC in New York City seeks a Portfolio Pricing and Valuations Analyst to maintain and enhance internal systems for pricing and valuing equity derivative products. You will calibrate models, set up new products and monitor P&L, with focus on delta1 and volatility products.

Responsibilities include configuring valuations, ensuring accurate end-of-day marks and curves, and collaborating with portfolio managers and tech teams to resolve issues and drive enhancements.